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A Lifetime of Excursions Through Random Walks and Lévy Processes: A Volume in Honour of Ron Doney’s 80th Birthday: Progress in Probability, cartea 78

Editat de Loïc Chaumont, Andreas E. Kyprianou
en Limba Engleză Paperback – 2 dec 2022
This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Lévy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.
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Specificații

ISBN-13: 9783030833114
ISBN-10: 3030833119
Pagini: 355
Ilustrații: VI, 355 p. 7 illus. in color.
Dimensiuni: 155 x 235 mm
Greutate: 0.56 kg
Ediția:1st ed. 2021
Editura: Springer International Publishing
Colecția Birkhäuser
Seria Progress in Probability

Locul publicării:Cham, Switzerland

Cuprins

- A Lifetime of Excursions Through Random Walks and Lévy Processes. - Path Decompositions of Perturbed Reflecting Brownian Motions. - On Doney’s Striking Factorization of the Arc-Sine Law. - On a Two-Parameter Yule-Simon Distribution. - The Limit Distribution of a Singular Sequence of Itô Integrals. - On Multivariate Quasi-infinitely Divisible Distributions. - Extremes and Regular Variation. - Some New Classes and Techniques in the Theory of Bernstein Functions. - A Transformation for Spectrally Negative Lévy Processes and Applications. - First-Passage Times for Random Walks in the Triangular Array Setting. - On Local Times of Ornstein-Uhlenbeck Processes. - Two Continua of Embedded Regenerative Sets. - No-Tie Conditions for Large Values of Extremal Processes. - Slowly Varying Asymptotics for Signed Stochastic Difference Equations. - The Doob–McKean Identity for Stable Lévy Processes. - Oscillatory Attraction and Repulsion from a Subset of the Unit Sphere or Hyperplane for Isotropic Stable Lévy Processes. - Angular Asymptotics for Random Walks. - First Passage Times of Subordinators and Urns.

Notă biografică

Loïc Chaumont was educated at Université du Maine (Le Mans) and Université Paris 6 and is currently a professor of mathematics at Université d'Angers. He published over 50 research papers on theory of stochastic processes, both in discrete and continuous times. His main domain of research concerns Lévy processes. He was the director of LAREMA, the CNRS mathematics research unit in Angers, from 2012 to 2016.Andreas E. Kyprianou was educated at the University of Oxford and University of Sheffield and is currently a professor of mathematics at the University of Bath. He has spent over 25 years working on the theory and application of path-discontinuous stochastic processes and has over 130 publications, including two graduate textbooks on Lévy processes. During his time in Bath he co-founded and directed the Prob-L@B (Probability Laboratory at Bath), was PI for a multi-million pound EPSRC Centre for Doctoral Training and is currently the Director of the Bath Institute for Mathematical Innovation.

Textul de pe ultima copertă

This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathematical achievements and how they have influenced the field, the contributed papers cover both discrete-time processes, including random walks and variants thereof, and continuous-time processes, including Lévy processes and diffusions. A good number of the articles are focused on classical fluctuation theory and its ramifications, the area for which Ron Doney is best known.

Caracteristici

Includes an overview over Ron Doney's scientific achievements Presents research articles from renowned researchers Covers research fields influenced by Ron Doney